Version: 1.0

XAUUSD

Below we show the effect of news releases on XAUUSD. Shown here is the range of returns shown in the days the announcements were done.

Effects on daily returns. Critical returns are defined as days when the price range was larger than 3 % daily.

Non filtered returns
Date Return

Effects on swings. Critical swings are defined as time when price corrections larger than 0.25 did not occured after price extensions larger than 2. Basically, the price got extended by up to 2 before there was a correction of 0.25.

Non filtered returns
Date SizeSwins
2021-04-20 6.786503
2022-02-23 2.294940